+222.5%
GWW vs COMP
-10.9%
+233.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | +3.6% | 0.0% | +3.6% | +3.5% |
| 30D | +12.1% | +16.6% | -4.4% | +10.8% |
| 3M | +12.9% | -23.5% | +36.4% | +14.6% |
| 6M | +19.3% | +25.7% | -6.4% | +16.7% |
| YTD | +48.7% | -3.4% | +52.1% | +47.0% |
| 1Y | +60.5% | +7.6% | +52.9% | +57.4% |
| 3Y | +93.3% | +423.6% | -330.3% | +67.9% |
| All | +222.5% | -10.9% | +233.4% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling